Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.715 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52388.92 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48249.45 Kr¶

PnL: ---------------------------------------> -682.55 Kr¶

DD now: ---------------------------------> -1.377 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 17:28:36.492998'

Anic Portfolio¶

Today¶

Return: 0.603 %¶

This Week¶

Return: 0.139 %¶

Total portfolio value¶

Return including deposits: 71.508 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 8.500000 712.950000 73.950000 11.570000 638.999984
Xvivo Perfusion 3 0.680000 888.000000 43.000000 5.090000 845.000001
Biotage 4 1.410000 632.800000 29.800000 4.940000 603.000000
Vitrolife 3 1.990000 706.200000 29.200000 4.310000 677.000001
Sedana Medical 135 5.360000 4355.100000 24.100000 0.560000 4330.999935
Embracer Group B 26 1.350000 683.670000 21.670000 3.270000 661.999988
Eastnine 6 0.000000 678.000000 21.000000 3.200000 657.000000
Fortnox 10 1.710000 688.000000 20.000000 2.990000 668.000000
Addtech B 3 0.420000 718.200000 18.200000 2.600000 699.999999
Svolder B 35 0.000000 2192.750000 13.750000 0.630000 2179.000005
Humana 40 3.620000 686.400000 12.400000 1.840000 674.000000
SynAct Pharma 9 -0.410000 655.200000 10.200000 1.580000 645.000003
Addnode Group B 6 -0.160000 759.000000 7.000000 0.930000 751.999998
NCC B 7 0.050000 656.950000 2.950000 0.450000 653.999997
Indutrade 5 -0.490000 1322.000000 2.000000 0.150000 1320.000000
Latour B 2 -0.710000 448.800000 -0.200000 -0.040000 449.000000
Gaming Innovation Group 161 0.970000 4186.000000 -2.000000 -0.050000 4187.999942
SCA A 4 0.820000 592.800000 -6.200000 -1.040000 599.000000
Volati 5 -1.220000 566.000000 -8.000000 -1.390000 574.000000
Sdiptech B 3 -1.460000 812.400000 -9.600000 -1.170000 822.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Profoto Holding 7 -1.450000 571.200000 -10.800000 -1.860000 581.999999
BONESUPPORT HOLDING 10 0.250000 1213.000000 -11.000000 -0.900000 1224.000000
Sampo Oyj SDB 1 -1.000000 493.500000 -11.500000 -2.280000 505.000000
Nolato B 12 -2.040000 634.200000 -13.800000 -2.130000 648.000000
Investor B 3 -0.790000 643.650000 -14.350000 -2.180000 657.999999
Lime Technologies 2 -4.120000 559.000000 -34.000000 -5.730000 593.000000
Ambea 68 1.380000 2499.680000 -37.320000 -1.470000 2537.000032
Balco Group 39 1.520000 1827.150000 -47.850000 -2.550000 1874.999997
Creades A 7 -0.570000 545.650000 -65.350000 -10.700000 610.999998
Lundin Gold 7 -1.070000 907.200000 -66.800000 -6.860000 973.999999
Investor A 16 -0.970000 3432.000000 -113.000000 -3.190000 3545.000000
New Wave B 40 0.310000 3771.600000 -144.400000 -3.690000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 2.870000 2649.200000 -317.800000 -10.710000 2966.999993
TOTAL 48249.450000 -682.550000 -1.37693% 48931.999868

Updated:¶

'2023-06-14 17:28:53.385307'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶